Watch: LCD Soundsystem Hit "Colbert"

They perform "I Can Change" and James Murphy sits down for an interview.

This is it: LCD Soundsystem's "last appearance on television," according to James Murphy himself. Murphy sat down for an interview with Stephen Colbert on last night's "Colbert Report" and led his group through This Is Happening track "I Can Change". It's all leading up to the band's last shows at New York City's Terminal 5 and Madison Square Garden starting March 28.